CRITICAL RESEARCH
“Research is to see what everybody else has seen, and to think what nobody else has thought.”
Albert Szent-Gyorgyi
FEATURED CONTENT
Reports
- Peering Around Corners: How to Replicate Trend Following Managed Futures
- Return Stacking: Strategies For Overcoming a Low Return Environment
- ReSolve Masterclass Series
- Whitepaper: Optimal Commodities
- Maximizing the Rebalancing Premium: Why Risk Parity portfolios are much greater than the sum of their parts
- Risk Parity: Methods and Measures of Success
- Portfolio Optimization for Efficient Stock Portfolios: Applications and Directions
- Global Equity Momentum – A Craftsman’s Perspective
- Skis and Bikes The Untold Story of Diversification – short version
- Same Same But Different
- Portfolio Optimization: A General Framework for Portfolio Choice
- Capital Efficiency Trumps Fees in the Search for Portfolio Diversifiers Full Version
- Capital Efficiency Trumps Fees in the Search for Portfolio Diversifiers Short Version
- Capital Efficiency Calculator
CRITICAL RESEARCH
Whitepapers
- Risk Parity: Methods and Measures of Success
- YES, You Can Eat Sharpe Ratios
- Skis And Bikes: The Untold Story of Diversification
- Adaptive Asset Allocation – A Primer
- Tactical Alpha – A Quantitative Case for Active Asset Allocation
- The Importance of Asset Allocation vs. Security Selection
Articles
ASSET ALLOCATION
Dynamic Asset Allocation for Practitioners
- Dynamic Asset Allocation for Practitioners Part 1: Universe Selection
- Dynamic Asset Allocation for Practitioners Part 2: The Many Faces of Price Momentum
- Dynamic Asset Allocation for Practitioners Part 3: Risk Adjusted Momentum
- Dynamic Asset Allocation for Practitioners Part 4: Momentum Weighting
- Dynamic Asset Allocation for Practitioners Part 5: Robust Risk Parity
Permanent Portfolio
- Permanent Portfolio Shakedown: Part I
- Permanent Portfolio Shakedown: Part II
- Permanent Portfolio Turns Japanese
FACTOR INVESTING
RETIREMENT
Planning for Adverse Scenarios
PATH DEPENDENCY IN FINANCIAL PLANNING
Path Dependency in Financial Planning